+15.0%
FXI vs KMB
+12.7%
+2.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.7% |
| 7D | -2.8% | -8.6% | +5.8% | -1.6% |
| 30D | -5.3% | -7.5% | +2.2% | -4.3% |
| 3M | +0.3% | -0.6% | +1.0% | +0.2% |
| 6M | -4.6% | -1.5% | -3.0% | -4.7% |
| YTD | -9.1% | +1.6% | -10.7% | -9.7% |
| 1Y | -12.0% | -20.8% | +8.8% | -9.3% |
| 3Y | +38.6% | -12.4% | +51.0% | +39.7% |
| 5Y | -6.6% | -12.9% | +6.4% | -6.5% |
| 10Y | +15.0% | +14.7% | +0.3% | +9.4% |
| All | +15.0% | +12.7% | +2.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling